+161.6%
HALO vs ITUB
+186.2%
-24.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.7% | +2.2% | -4.9% | -3.0% |
| 30D | +5.3% | +12.6% | -7.3% | +3.4% |
| 3M | +51.6% | +6.4% | +45.2% | +49.6% |
| 6M | +61.3% | +0.6% | +60.7% | +60.4% |
| YTD | +59.3% | +18.8% | +40.4% | +54.0% |
| 1Y | +38.3% | +31.0% | +7.3% | +31.2% |
| 3Y | +185.9% | +118.1% | +67.8% | +143.7% |
| All | +161.6% | +186.2% | -24.6% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling